0.13Open0.15Pre Close922 Volume1.27K Open Interest41.50Strike Price47.11KTurnover20.75%IV0.49%PremiumDec 20, 2024Expiry Date0.62Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.7691Delta0.3818Gamma57.17Leverage Ratio-0.0347Theta-0.0024Rho-43.97Eff Leverage0.0119Vega